Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 8.28% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'959 CHF | 62'980 CHF | 99.47% | 99.47% |
15.05.2024 | 8.36% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'865 CHF | 62'432 CHF | 99.73% | 99.73% |
14.05.2024 | 7.57% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'216 CHF | 68'608 CHF | 99.18% | 99.18% |
13.05.2024 | 7.85% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'933 | 122'472 CHF | 66'226 CHF | 99.02% | 99.02% |
10.05.2024 | 7.04% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 405'379 | 137'250 CHF | 59'653 CHF | 98.30% | 98.30% |
08.05.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 411'899 | 140'857 CHF | 62'106 CHF | 99.56% | 99.56% |
07.05.2024 | 7.49% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 494'992 | 128'959 CHF | 68'728 CHF | 99.64% | 99.64% |
06.05.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'067 CHF | 68'534 CHF | 99.57% | 99.57% |
03.05.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 480'043 | 133'051 CHF | 68'532 CHF | 99.47% | 99.47% |
02.05.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'619 CHF | 64'810 CHF | 99.14% | 99.14% |